Two headed snakes very rarely live.
Cutting the egg can result in early exit - I'm guessing you will have far more loss due to cutting the egg than you will save two headed snakes that actually make it ...
As far as cutting the egg -
Merker was having a problem with GBKs dying inside the egg. He found that by putting a damp paper towel over the egg about a week before expected pip, he had much much better hatch rates - though he said that proper experimentation still needed to be done before any conclusions could be drawn.
Reproduction is the most important part of natural selection - and eggs in the wild do not get any help as far as cutting them open.
Given how important reproduction is to natural selection, my guess is that a need to help eggs by slitting them is an indication that the incubating part of the husbandry needs improvement, because in the wild, when a clutch hatches it usually has a very high hatch rate within the clutch.
IE in Merkers case, the GBKs that were dying in the egg perhaps needed more humidity on the egg itself, which is why paper towels solved his issue. The mother snake in the wild would have laid the clutch where the proper conditions would have been met. It is our job as keepers and breeders to provide those conditions, and poor hatch rates is an indication to me anyway that something isn't right about the conditions we provide.
Anyway - my understanding is they rarely make it anyway, so don't be too hard on yourself. It would have been cool though!
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3.6 L. getula californiae - 16 eggs (Cal. King)
1.1 L. getula nigrita (MBK)
1.0 Pantherophis guttatus guttatus (Corn)
0.1 Pituophis catenifer catenifer (Pacific gopher)
3.3 Elgaria multicarinata multicarinata - 14 eggs (Cal. Alligator Lizard)